I just spent two hours trying to set up Windows Intune Direct Management for iOS Mobile Devices and it kept failing when trying to download theIntune app on the device.
The problem occurs when you try to download the APN certificate from Apple Push Certificates Portal using any version of IE. Internet Explorer simply fails to download the certificate correctly although it shows the following message
So to solve this issue close IE, open Google Chrome and login to Windows Intune portal and follow the same steps, I recommend revoking all previous certificates before creating a new one.
Also make sure that the user who will be logging in to Windows Intune portal on their mobile device has a valid licence assigned.